Algorithms for optimizing the placement of stationary monitors

This article examines the problem of placing stationary monitors in a continuous space, with the goal of minimizing an adversary’s maximum probability of traversing an origin–destination route without being detected. The problem arises, for instance, in defending against the transport of illicit material through some area of interest. In particular, we consider the deployment of monitors whose probability of detecting an intruder is a function of the distance between the monitor and the intruder. Under the assumption that the detection probabilities are mutually independent, a two-stage mixed-integer nonlinear programming formulation is constructed for the problem. An algorithm is provided that optimally locates monitors in a continuous space. Then, this problem is examined for the case where the monitor locations are restricted to two different discretized subsets of continuous space. The analysis provides optimization algorithms for each case and derives bounds on the worst-case optimality gap between the restrictions and the initial (continuous-space) problem. Empirically, it is shown that discretized solutions can be obtained whose worst-case and actual optimality gaps are well within practical limits.

[1]  Yu Ding,et al.  Detecting nuclear materials smuggling: using radiography to improve container inspection policies , 2011, Ann. Oper. Res..

[2]  Yu Ding,et al.  Detecting Nuclear Materials Smuggling: Performance Evaluation of Container Inspection Policies , 2012, Risk analysis : an official publication of the Society for Risk Analysis.

[3]  Arkadi Nemirovski,et al.  Robust optimization – methodology and applications , 2002, Math. Program..

[4]  David L. Woodruff,et al.  Network Interdiction and Stochastic Integer Programming , 2013 .

[5]  Michael P. Atkinson,et al.  The Last Line of Defense: Designing Radiation Detection-Interdiction Systems to Protect Cities From a Nuclear Terrorist Attack , 2007, IEEE Transactions on Nuclear Science.

[6]  Garth P. McCormick,et al.  Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems , 1976, Math. Program..

[7]  Xiaojun Shan,et al.  Modeling Credible Retaliation Threats in Deterring the Smuggling of Nuclear Weapons Using Partial Inspection - A Three-Stage Game , 2014, Decis. Anal..

[8]  R. Kevin Wood,et al.  Shortest‐path network interdiction , 2002, Networks.

[9]  Lawrence M. Wein,et al.  Technical Note - Spatial Queueing Analysis of an Interdiction System to Protect Cities from a Nuclear Terrorist Attack , 2008, Oper. Res..

[10]  Jason R. W. Merrick,et al.  Is Screening Cargo Containers for Smuggled Nuclear Threats Worthwhile? , 2010, Decis. Anal..

[11]  Gerald G. Brown,et al.  Defending Critical Infrastructure , 2006, Interfaces.

[12]  Jun Zhuang,et al.  Modeling Arbitrary Layers of Continuous‐Level Defenses in Facing with Strategic Attackers , 2011, Risk analysis : an official publication of the Society for Risk Analysis.

[13]  Halil Bayrak,et al.  Shortest path network interdiction with asymmetric information , 2008, Networks.

[14]  Alan Washburn,et al.  Two-Person Zero-Sum Games for Network Interdiction , 1995, Oper. Res..

[15]  Daniel Bienstock,et al.  The N-k Problem in Power Grids: New Models, Formulations, and Numerical Experiments , 2009, SIAM J. Optim..

[16]  Jun Zhuang,et al.  Balancing congestion and security in the presence of strategic applicants with private information , 2011, Eur. J. Oper. Res..

[17]  Hanif D. Sherali,et al.  Linear Programming and Network Flows: Bazaraa/Linear , 2009 .

[18]  Hanif D. Sherali,et al.  Linear Programming and Network Flows , 1977 .

[19]  Joseph Geunes,et al.  Modern network interdiction problems and algorithms , 2013 .

[20]  Heinrich von Stackelberg,et al.  Stackelberg (Heinrich von) - The Theory of the Market Economy, translated from the German and with an introduction by Alan T. PEACOCK. , 1953 .

[21]  Constantine Caramanis,et al.  Theory and Applications of Robust Optimization , 2010, SIAM Rev..

[22]  Zheng Cao,et al.  Optimal Stopping Analysis of a Radiation Detection System to Protect Cities from a Nuclear Terrorist Attack , 2008, Risk analysis : an official publication of the Society for Risk Analysis.

[23]  Stephen P. Harris,et al.  Simulation modeling for maritime port security , 2013 .

[24]  David P. Morton,et al.  Models for nuclear smuggling interdiction , 2007 .

[25]  B. Gage No turning back , 2017, Nature.

[26]  Juan C. Meza,et al.  Optimization Strategies for the Vulnerability Analysis of the Electric Power Grid , 2010, SIAM J. Optim..

[27]  Laura A. McLay,et al.  Interdicting nuclear material on cargo containers using knapsack problem models , 2011, Ann. Oper. Res..

[28]  Wilbert E. Wilhelm,et al.  Branch-and-Price Decomposition to Design a Surveillance System for Port and Waterway Security , 2010, IEEE Transactions on Automation Science and Engineering.

[29]  David P. Morton,et al.  Stochastic Network Interdiction , 1998, Oper. Res..

[30]  David L. Woodruff,et al.  Interdicting Stochastic Networks with Binary Interdiction Effort , 2003 .